What the others said about 301 Redirects is correct, but you should make sure nothing is left out. I find it is better to plan ahead as much as possible to avoid errors which could affect your rank.

Using free tools like SEO Spider can help you figure out all the links on your site that point to images, css and js files, etc.

There is a nice checklist you can use at http://moz.com/blog/achieving-an-seo-friendly-domain-migration-the-infographic that covers it.

Best of luck!